AMS Sectional Meeting AMS Special Session

Current as of Sunday, March 18, 2012 00:21:33

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Program  ·  Deadlines  ·  Registration/Housing/Etc.
Inquiries: meet@ams.org

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2012 Spring Southeastern Section Meeting
University of South Florida, Tampa, FL
March 10-11, 2012 (Saturday - Sunday)
Meeting #1079

Associate secretaries:

Matthew Miller, AMS miller@math.sc.edu

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Special Session on Stochastic Partial Differential Equations and Random Global Dynamics

• Saturday March 10, 2012, 8:00 a.m.-10:50 a.m.
  Special Session on Stochastic Partial Differential Equations and Random Global Dynamics, I
  Room 1403, Business Administration Building (BSN)
  Organizers:
  Yuncheng You, University of South Florida you@mail.usf.edu
  Shanjian Tang, Fudan University
  

  • 8:00 a.m.
    Linear-Quadratic Control of Stochastic Partial Differential Equations with Fractional Brownian Motions.
    Tyrone E. Duncan*, University of Kansas
    (1079-60-129)
  • 8:30 a.m.
    Random Attractors for Stochastic Lattice Differential Equations in Weighted Spaces.
    Xiaoying Han*, Auburn University
    (1079-37-273)
  • 9:00 a.m.
    Stochastic Navier-Stokes and related equations with fractional Brownian noise.
    Liqun Fang, Baton Rouge, Louisiana
    P. Sundar*, Louisiana State University
    Frederi Viens, Purdue University
    (1079-60-139)
  • 9:30 a.m.
    A Dynkin game with a Recursive Objective Function given by a Backward Stochastic Differential Equation and Its Associated Nonlinear Backward Stochastic Partial Differential Inequality.
    Hyeng Keun Koo*, Department of Financial Engineering, Ajou University
    Shanjian Tang, Fudan University
    Gyoocheol Shim, Department of Financial Engineering, Ajou University
    Yong Hyun Shin, Sookmyung Women's University
    (1079-49-239)
  • 10:00 a.m.
    Representation Form for One Dimensional Caputo Fractional Wave Equation and Comparison Results.
    Aghalaya S Vatsala*, University of Louisiana at Lafayette
    Donna Sue Stutson, Xavier University of New Orleans
    (1079-35-241)
  • 10:30 a.m.
    The Stationary Solutions of Parabolic SPDEs via Backward Doubly SDEs.
    Qi Zhang*, Fudan University
    (1079-60-134)
• Saturday March 10, 2012, 2:30 p.m.-5:20 p.m.
  Special Session on Stochastic Partial Differential Equations and Random Global Dynamics, II
  Room 1403, Business Administration Building (BSN)
  Organizers:
  Yuncheng You, University of South Florida you@mail.usf.edu
  Shanjian Tang, Fudan University
  

  • 2:30 p.m.
    Stochastic Partial Differential Equations: Modeling, Methods and Analysis.
    Gangaram S. Ladde*, University of South Florida at Tampa
    (1079-37-329)
  • 3:00 p.m.
    Fully coupled forward-backward stochastic partial differential equations.
    Hong Yin*, The State University of New York, Brockport
    (1079-60-349)
  • 3:30 p.m.
    A General Equilibrium Model of a Multi-Firm Moral-Hazard Economy with Financial Markets.
    Jaeyoung Sung*, Ajou University, South Korea
    Xuhu Wan, Hong Kong University of Science and Technology
    (1079-91-288)
  • 4:00 p.m.
    Mean-variance Portfolio Selection with Margin Requirements.
    Yuan Zhou*, Fudan University, University of South Florida
    Zhe Wu, Fudan University
    (1079-60-97)
  • 4:30 p.m.
    Lp and Schauder estimates for a class of non-local elliptic equations.
    Hongjie Dong*, Brown University
    Doyoon Kim, Kyung Hee University
    (1079-35-238)
  • 5:00 p.m.
    On Backward Doubly Stochastic Differential Evolutionary System.
    Jinniao Qiu*, Fudan University
    (1079-60-184)

Inquiries: meet@ams.org

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